Eigenvalues and Eigenvectors
Solve det(A - λI) = 0 and find the null space of A - λI.
An eigenvector of a square matrix is a nonzero vector that only stretches, without changing its direction: . The scale factor is the eigenvalue. Eigenvectors reveal the natural axes of a transformation, which is why they appear in vibration analysis, Google's PageRank and principal component analysis.
To find eigenvalues, solve the characteristic equation . For each eigenvalue, solve to get its eigenvectors. For a matrix the eigenvalues sum to the trace and multiply to the determinant, a quick check.
Key terms
- Eigenvector
- A nonzero vector that A only scales.
Key ideas
- Characteristic equation: .
- Sum of eigenvalues = trace; product = determinant.
- Triangular matrices have their eigenvalues on the diagonal.
- A matrix with independent eigenvectors can be diagonalised: .
Worked example
Find the eigenvalues of .
- .
- Expand: .
- Factor: .
- Check: = trace, = determinant.
Answer: and
Common mistakes
- Subtracting from every entry instead of only the diagonal.
- Accepting the zero vector as an eigenvector.
- Arithmetic slips in the characteristic polynomial; the trace and determinant check catches them.
Practice questions
Try each one, then open the answer. Numerical answers on this page are verified by an automated calculation check.
1.Find the larger eigenvalue of .
Show answer
2.The eigenvalues of a matrix are 2 and 6. What is its determinant?
Show answer
3.Find the larger eigenvalue of .
Show answer